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Bond Markets, Analysis, and Strategies,9780136078975
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Bond Markets, Analysis, and Strategies



Pub. Date:
Prentice Hall

Customer Reviews

Good Deal  August 18, 2011

The sender sent the textbook as expected and I received it on time. The textbook was new as was described and the price was reasonable. Overall, I am very satisfied with the product.

Bond Markets, Analysis, and Strategies: 4 out of 5 stars based on 1 user reviews.


Learn how to assess and invest in bonds with this best-selling text. Fabozzi'sBond Marketsis the most applied book on the market. It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. The author's extensive experience in the field is reflected in this uniquely applied approach. This seventh edition has been painstakingly updated. The author conducted numerous conversations and discussions with analysts and portfolio managers to make sure that this text reflects the field today. Pricing of Bonds; Measuring Yield; Bond Price Volatility; Factors Affecting Bond Yields and the Term Structure of Interest Rates; Treasury and Agency Securities; Corporate Debt Instruments; Municipal Securities; Non-U.S. Bonds; Residential Mortgage Loans; Agency Mortgage Pass-through Securities; Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities; Prime and Subprime Mortgage-Backed Securities; Commercial Loans and Commercial Mortgage-Backed Securities; Asset-Backed Securities; Cash Collateralized Debt Obligations; Interest Rate Models; Analysis of Bonds with Embedded Options; Analysis of Mortgage-Backed Securities; Analysis of Convertible Bonds; Corporate Bond Credit Analysis; Credit Risk Modeling; Active Bond Portfolio Management Strategies; Indexing; Liability Driven Strategies; Bond Performance Measurement and Evaluation; Interest Rate Futures; Interest Rate Options; Interest-Rate Swaps, Caps, and Floors; Credit Derivatives and Synthetic CDOs The latest edition of Fabozzirs"sBond Marketshelps make sense of bond markets and mortgage financing. The 2008 financial crisis is explained as part of the newly added chapter on prime and subprime loans.

Table of Contents

Pricing of Bonds
Measuring Yield
Bond Price Volatility
Factors Affecting Bond Yields and the Term Structure of Interest Rates
Treasury and Agency Securities
Corporate Debt Instruments
Municipal Securities
Non-U.S. Bonds
Residential Mortgage Loans
Agency Mortgage Pass-through Securities
Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities
Prime and Subprime Mortgage-Backed Securities
Commercial Loans and Commercial Mortgage-Backed Securities
Asset-Backed Securities 16 Cash Collateralized Debt Obligations
Interest Rate Models
Analysis of Bonds with Embedded Options
Analysis of Mortgage-Backed Securities
Analysis of Convertible Bonds
Corporate Bond Credit Analysis
Credit Risk Modeling
Active Bond Portfolio Management Strategies
Liability Driven Strategies
Bond Performance Measurement and Evaluation
Interest Rate Futures
Interest Rate Options
Interest-Rate Swaps, Caps, and Floors
Credit Derivatives and Synthetic CDOs
Table of Contents provided by Publisher. All Rights Reserved.

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